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~isPartOf:"Quantitative finance"
~person:"Schwartz, Eduardo S."
~person:"Wong, Hoi Ying"
~subject:"Option pricing theory"
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Option pricing theory
Optionspreistheorie
3
Derivat
2
Derivative
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Portfolio selection
2
Portfolio-Management
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Utility maximization
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Schwartz, Eduardo S.
Wong, Hoi Ying
Bayer, Christian
7
Gatheral, Jim
4
Jacquier, Antoine
4
Radoičić, Radoš
4
Tempone, Raúl
4
Chan, Tat Lung
3
Felpel, Mike
3
Horvath, Blanka Nora
3
Kienitz, Jörg
3
McWalter, Thomas A.
3
Pirjol, Dan
3
Ziveyi, Jonathan
3
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2
Alòs, Elisa
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Ben Hammouda, Chiheb
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Chatterjee, Rupak
2
Cheang, Gerald H. L.
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Cui, Zhenyu
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Dai, Tian-Shyr
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De Marco, Stefano
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Deelstra, Griselda
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Delage, Erick
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Drapeau, Samuel
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Godin, Frédéric
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He, Xin-Jiang
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Hilliard, Jimmy E.
2
Hull, John
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Kim, Jeong-Hoon
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Kim, Kyoung-Kuk
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Quantitative finance
European journal of operational research : EJOR
3
The journal of futures markets
3
Insurance / Mathematics & economics
2
Journal of banking & finance
2
Journal of energy finance & development
2
Journal of financial and quantitative analysis : JFQA
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Operations research letters
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Review of derivatives research
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Statistics in practice
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
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Applied mathematical finance
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Energy economics
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European financial management : the journal of the European Financial Management Association
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Finance research letters
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Finanzmarkt und Portfolio-Management
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Journal of empirical finance
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Latin American journal of economics : LAJE
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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NBER Working Paper
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NBER working paper series
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Real R & D options
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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Real options and investment under uncertainty : classical readings and recent contributions
1
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
1
The Canadian journal of economics
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of fixed income
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Working paper / National Bureau of Economic Research, Inc.
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ohne Titel
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ECONIS (ZBW)
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Variance reduction for risk measures with importance sampling in nested simulation
Xing, Yue
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 657-673
Persistent link: https://www.econbiz.de/10013367849
Saved in:
2
Robust control in a rough environment
Han, Bingyan
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 481-500
Persistent link: https://www.econbiz.de/10013167772
Saved in:
3
Simulation-based Value-at-Risk for nonlinear portfolios
Chen, Junyao
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
19
(
2019
)
10
,
pp. 1639-1658
Persistent link: https://www.econbiz.de/10012194812
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